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Autoinfer norm bounds. #21989

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Merged
merged 1 commit into from
Dec 17, 2021
Merged

Autoinfer norm bounds. #21989

merged 1 commit into from
Dec 17, 2021

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anntzer
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@anntzer anntzer commented Dec 16, 2021

Instead of special-casing lognorm to only autoscale from positive
values, perform autoscaling from values that map to finite transformed
values. This ensures e.g. that make_norm_from_scale(LogitScale)
automatically does the right thing (autoscaling from values in [0, 1]).

This means that autoscale() and autoscale_None() are now slightly more
expensive (because the transform needs to be applied), so skip the call
to autoscale_None if not needed. However, note that these should
typically only be called once per norm anyways, so hopefully this isn't
a bottleneck.

(Another idea would be to use trf.inverse().transform([-np.inf, np.inf])
as clipping bounds, but there are some tests using x->x**2
/ x->sqrt(x) as a test for FuncNorm, which 1. doesn't go all the way
to -inf, and 2. isn't even increasing for negative x's, so that idea
doesn't work.)

(See the first remaining issue of #20752, which is the motivation for this.)

PR Summary

PR Checklist

Tests and Styling

  • Has pytest style unit tests (and pytest passes).
  • Is Flake 8 compliant (install flake8-docstrings and run flake8 --docstring-convention=all).

Documentation

  • New features are documented, with examples if plot related.
  • New features have an entry in doc/users/next_whats_new/ (follow instructions in README.rst there).
  • API changes documented in doc/api/next_api_changes/ (follow instructions in README.rst there).
  • Documentation is sphinx and numpydoc compliant (the docs should build without error).

Instead of special-casing lognorm to only autoscale from positive
values, perform autoscaling from values that map to finite transformed
values.  This ensures e.g. that make_norm_from_scale(LogitScale)
automatically does the right thing (autoscaling from values in [0, 1]).

This means that autoscale() and autoscale_None() are now slightly more
expensive (because the transform needs to be applied), so skip the call
to autoscale_None if not needed.  However, note that these should
typically only be called once per norm anyways, so hopefully this isn't
a bottleneck.

(Another idea would be to use `trf.inverse().transform([-np.inf,
np.inf])` as clipping bounds, but there are some tests using `x->x**2`
/ `x->sqrt(x)` as a test for FuncNorm, which 1. doesn't go all the way
to -inf, and 2. isn't even increasing for negative x's, so that idea
doesn't work.)
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@tacaswell tacaswell left a comment

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This is clever.

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3 participants